"A reduced linearization method for solving problems of nonlinear
An approach to solving a problem of optimization with constraints is proposed. An algorithm based on a synthesis of such methods as the separation of variables, the dimension reduction, and the method of reducing the original problem to an auxiliary one. A number of applicability conditions for this algorithm and a convergence theorem are formulated.
Keywords: problems of nonlinear optimization, linearization method, linear constraints, reduces gradient method, linear convergence
|Panferov S.V. e-mail: firstname.lastname@example.org|